+28.9%
JD vs D
+42.1%
-13.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | +7.9% | +0.8% | +7.1% | +7.8% |
| 30D | +4.8% | +10.7% | -5.9% | +2.9% |
| 3M | -13.9% | +2.3% | -16.2% | -14.3% |
| 6M | -5.8% | +12.5% | -18.3% | -8.0% |
| YTD | +2.4% | +20.1% | -17.7% | -1.3% |
| 1Y | -7.5% | +15.6% | -23.1% | -10.3% |
| 3Y | +20.9% | +75.2% | -54.3% | +8.0% |
| 5Y | -58.0% | +14.6% | -72.6% | -60.8% |
| 10Y | +28.9% | +43.8% | -14.9% | +9.2% |
| All | +28.9% | +42.1% | -13.2% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded D wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling